search for: eqb

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2011 Dec 12
0
Rsolnp package: warning messages
...){ all1=sum(mat%*%x) Hp=0 for (j in 1:BR){ p_b=mat[j,]%*%x/all1 Hp=Hp+p_b*log(p_b)*br[j] } return(Hp) } # the equality constraint function: equal1=function(x){ all2=sum(mat%*%x) sum_pterm=sum(mat[1:N,]%*%x/all2) sum_x=sum(x) return(c(sum_pterm,sum_x)) } # the right hand side for the constraint eqB=c(1,budget) # the inequality function inequal1=function(x){ all3=sum(mat%*%x) p_b=mat[1:BR,]%*%x/all3 return(as.vector(p_b)) } #the lower limit for inequalities ineqLB=rep(0.00001,BR) #the upper limit for the inequalities ineqUB=rep(1.00001,BR) # the lower and upper bounds for the variables L...
2012 Jul 18
4
The best solver for non-smooth functions?
...# See the differences between different solvers rho Results[1,1:3] <- round(donlp2(fn = sharpe, par = rep(1/N,N), par.lower = rep(0,N), par.upper = rep(1,N), A = t(rep(1,N)), lin.lower = 1, lin.upper = 1)$par, 2) Results[2,1:3] <- round(solnp(pars = rep(1/N,N), fun = sharpe, eqfun = constr, eqB = 1, LB = rep(0,N), UB = rep(1,N))$pars, 2) Results[3,1:3] <- round(solnp2(par = rep(1/N,N), fun = sharpe, eqfun = constr, eqB = 1, LB = rep(0,N), UB = rep(1,N))$pars, 2) for(i in 1:3) { Results[i,4] <- abs(sharpe(Results[i,1:3])) } Results # In fact the "sharpe" function I pre...
2010 Aug 10
1
[Fwd: Re: optimization subject to constraints]
-------------- next part -------------- An embedded message was scrubbed... From: Gildas Mazo <gildas.mazo at curie.fr> Subject: Re: [R] optimization subject to constraints Date: Tue, 10 Aug 2010 15:49:19 +0200 Size: 4924 URL: <https://stat.ethz.ch/pipermail/r-help/attachments/20100810/78862894/attachment.eml>
2008 May 21
0
Errors in using gdb (PR#11496)
...vWW4N7XaoJjOP Z0JCkRxGes7qmtCuQ0oW9SMzWSuujjW065xds+yyHwL0H3MI2vsc2jMxfkwb2wntxge0k3sM iUTqGbQL7jGQMnB7Ym8f4SRjBO3/+KnPzEkks7Srwa/H0J57eInQbsG61tCuOMQI2jXBu6+g fcxR8ThAUOtyFf/1bYyK0K5voZ1eRCWRSGMH2usM2tlmBO1bf/yTamjXhMlMZ3ILaDcCBnVq 5f4W0D1oN8IemUu/da2WDu2KHJb7+CZzj+9ZSL/lp0vlUl/lIi5zBO2kHkM7uceQSKSeQbvg HgP7tQ60o409gfZBI2jfatvtcqE90ngRVWdAV8C/7CiZMVAHVtM/zeemY/rqnIzcFNWlUy6d +lEUQX11LAA4991D/Rzq1LNRpRG09xLaFfe7TuulF1FJBO0kEmnVhvYB/nVUYHgzaN/mH2XQ PloyGtlpjhESiUTQTtAekXsMiUTqJ2hPu8cI0F4xh/YtttqqT6DdwhbXbWKvVOiJoD+e4+hC kAjaSVnQTi+ikkikMQbtzK0ddkyhfct8aNdHpgqn0YK3dBy7zGSlE2ocFfYsh+qUi6TZvZJa X2Xid...
2008 Jun 30
4
Rebuild of kernel 2.6.9-67.0.20.EL failure
Hello list. I'm trying to rebuild the 2.6.9.67.0.20.EL kernel, but it fails even without modifications. How did I try it? Created a (non-root) build environment (not a mock ) Installed the kernel.scr.rpm and did a rpmbuild -ba --target=`uname -m` kernel-2.6.spec 2> prep-err.log | tee prep-out.log The build failed at the end: Processing files: kernel-xenU-devel-2.6.9-67.0.20.EL Checking